+167.5%
ATI vs REPL
+136.7%
+30.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.6% |
| 7D | +3.2% | -5.7% | +8.9% | +3.3% |
| 30D | -9.0% | +22.5% | -31.5% | -9.3% |
| 3M | +15.1% | +64.7% | -49.6% | +13.4% |
| 6M | +38.1% | +83.0% | -44.9% | +36.3% |
| YTD | +80.7% | +52.0% | +28.7% | +78.1% |
| 1Y | +167.5% | +144.5% | +23.0% | +163.6% |
| All | +167.5% | +136.7% | +30.8% | +163.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling